+27.6%
AGG vs VEEV
+586.8%
-559.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.9% | -8.2% | +7.3% | -0.8% |
| 30D | -1.0% | +10.3% | -11.3% | -1.1% |
| 3M | -1.3% | +59.4% | -60.7% | -1.8% |
| 6M | -2.1% | +37.6% | -39.7% | -2.4% |
| YTD | -1.2% | +16.9% | -18.1% | -1.4% |
| 1Y | -0.5% | -5.0% | +4.5% | -0.5% |
| 3Y | +12.4% | +18.5% | -6.0% | +12.0% |
| 5Y | -2.4% | -13.8% | +11.4% | -3.0% |
| 10Y | +14.3% | +547.0% | -532.6% | +15.5% |
| All | +27.6% | +586.8% | -559.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling